Professional & Academic Qualifications
| CFA Institute – Charter holder | CFA – 2006 |
| London Business School Doctor of Philosophy (Finance) Thesis: “Microstructural Investigation of Trading in Equity and Bond Markets” |
PhD – 2004 |
| Institute of Actuaries, England: Fellowship speciality – Investment and Asset Management Fellowship |
FIA – 2000 |
| Cass Business School, London Master of Science (Mathematical Trading & Finance) : Distinction |
MSc – 1998 |
| University of Cambridge, England Master of Arts (Engineering & Management Studies) : Class I |
BA, MA – 1993/97 |
Experience
| 3/07 – 6/08 | Portfolio Manager (Hedge Fund), Hong Kong |
| 5/06 – 11/06 | Credit Suisse, Proprietary Trading, London |
| 8/05 – 1/06 | Amplitude Capital LLP (Hedge Fund), London |
| 1/05 – 8/05 | Quantitative Trading Research (Proprietary), London & Mumbai |
| 4/03 – 12/04 | KBC Alternative Investment Management (Hedge Fund), London |
| 6/02 – 11/03 | Proprietary Quantitative Trader, London |
| 3/02 – 5/02 | Hedge Fund Research Centre, London Business School |
| 7/01 – 8/01 | Independent Consultant to DTZ Corporate Finance, London |
| 1/98 – 7/98 | HSBC Midland, London |
| 1/96 – 1/98 | Sedgwick Noble Lowndes Investment Strategy, London |
| 6/92 – 9/92 6/91 – 9/91 3/89 – 9/90 |
National Physical Laboratory (Dept of Quantum Metrology), London |
Honours & Awards
- (1999-2002) Economic & Social Research Council Scholarship.
- (1998) Investment Management Programme Scholar – London Business School.
- (1998) Institute of Finance & Accounting Scholarship.
- (1991, 1992) Senior Wallace Scholarship – University of Cambridge.
- (1991) Emmanuel College Prize – University of Cambridge.
- (1991) Science & Engineering University Sponsorship – National Physical Laboratory, London.
Computer Experience
- UNIX and Windows/DOS operating systems.
- Visual C#, C++, Matlab, Visual Basic, VBA, SQL, Powerbuilder.
- Stata, Gauss-X.
- Microsoft Office, Dreamweaver.
Research
Publications:
- The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury, Review of Finance (2005)
- Are Price Limits Always Bad?, Journal of Emerging Market Finance (2005)
- Estimates of the Continuous Time Cox-Ingersoll-Ross Term Structure Model: Further Results for the UK Gilt-Edged Market, Applied Economic Letters (Feb 2001)
- How Your Mind Affects Your Wallet, Management Next (July 2005)
Completed papers:
- “High Frequency Pairs Trading with US Treasury Securities – Risks and Rewards for Hedge Funds”
- “Do Price Limits Behave like Magnets?”
- “Interdealer Trading in the UK Government Bond Market”
- “Mean Reversion in Inventory Risk Management: Evidence from the Trading Behavior of UK Government Bond Dealers”